DXJG.L vs. JREG.DE
DXJG.L (WisdomTree Japan Equity UCITS ETF JPY Acc) and JREG.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both exchange-traded funds - DXJG.L is a Japan Equities fund tracking the TOPIX TR JPY, while JREG.DE is a Global Equities fund tracking the JP Morgan Global Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, DXJG.L returned 14.28%/yr vs 13.29%/yr for JREG.DE. A 0.57 correlation means they provide meaningful diversification when combined. DXJG.L charges 0.40%/yr vs 0.25%/yr for JREG.DE.
Performance
DXJG.L vs. JREG.DE - Performance Comparison
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Different Trading Currencies
DXJG.L is traded in GBp, while JREG.DE is traded in EUR. To make them comparable, the JREG.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, DXJG.L achieves a 17.18% return, which is significantly higher than JREG.DE's 9.49% return.
DXJG.L
- 1D
- 0.25%
- 1M
- 6.33%
- YTD
- 17.18%
- 6M
- 17.52%
- 1Y
- 36.74%
- 3Y*
- 19.56%
- 5Y*
- 14.28%
- 10Y*
- 12.04%
JREG.DE
- 1D
- 0.09%
- 1M
- 4.53%
- YTD
- 9.49%
- 6M
- 9.93%
- 1Y
- 26.18%
- 3Y*
- 17.12%
- 5Y*
- 13.29%
- 10Y*
- —
DXJG.L vs. JREG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DXJG.L WisdomTree Japan Equity UCITS ETF JPY Acc | 17.18% | 19.87% | 13.08% | 18.87% | 1.09% | 6.32% | 5.73% | 12.68% | -9.71% |
JREG.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 9.49% | 12.38% | 20.07% | 18.95% | -8.43% | 25.61% | 12.54% | 25.14% | -5.77% |
Correlation
The correlation between DXJG.L and JREG.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2018 | 0.57 |
The correlation between DXJG.L and JREG.DE has been stable across timeframes, ranging from 0.48 to 0.57 - a consistent structural relationship.
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Return for Risk
DXJG.L vs. JREG.DE — Risk / Return Rank
DXJG.L
JREG.DE
DXJG.L vs. JREG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) and JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DXJG.L | JREG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.46 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.49 | 3.92 | -0.43 |
| Martin ratioReturn relative to average drawdown | 10.82 | 15.95 | -5.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DXJG.L | JREG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.47 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.96 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.89 | -0.20 |
Drawdowns
DXJG.L vs. JREG.DE - Drawdown Comparison
The maximum DXJG.L drawdown since its inception was -29.26%, which is greater than JREG.DE's maximum drawdown of -26.13%. Use the drawdown chart below to compare losses from any high point for DXJG.L and JREG.DE.
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Drawdown Indicators
| DXJG.L | JREG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.26% | -26.13% | -3.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -6.66% | -3.83% |
Max Drawdown (3Y)Largest decline over 3 years | -14.83% | -19.71% | +4.88% |
Max Drawdown (5Y)Largest decline over 5 years | -14.83% | -19.71% | +4.88% |
Max Drawdown (10Y)Largest decline over 10 years | -29.26% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | -0.22% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -3.21% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 1.64% | +1.75% |
Volatility
DXJG.L vs. JREG.DE - Volatility Comparison
WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) has a higher volatility of 4.77% compared to JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) at 2.70%. This indicates that DXJG.L's price experiences larger fluctuations and is considered to be riskier than JREG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXJG.L | JREG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 2.70% | +2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 14.81% | 7.45% | +7.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 10.56% | +7.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 13.63% | +2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 15.43% | +0.68% |
DXJG.L vs. JREG.DE - Expense Ratio Comparison
DXJG.L has a 0.40% expense ratio, which is higher than JREG.DE's 0.25% expense ratio.
Dividends
DXJG.L vs. JREG.DE - Dividend Comparison
Neither DXJG.L nor JREG.DE has paid dividends to shareholders.
Frequently Asked Questions
DXJG.L and JREG.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREG.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREG.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for DXJG.L.
DXJG.L is categorized as Japan Equities, while JREG.DE is Global Equities. DXJG.L tracks TOPIX TR JPY, while JREG.DE tracks JP Morgan Global Research Enhanced Index Equity (ESG). They also come from different issuers: WisdomTree and JPMorgan. Their fees differ too: 0.40% for DXJG.L and 0.25% for JREG.DE.
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